Lighting doesn't make objects cast shadows
You need to disable Ambient Occlusion in the world properties.

If you use the shader of the sun itself to light the scene, your texture will be overwhelmed by the emission part and any detail will be lost.

You can emulate the light from the sun by using a point light centered on the sun itself. Remember to set its size to a high enough number so that it is bigger than the sun object or else light won't get through to your planets.
You can then set the emission strength of the sun to a low enough value that it still appears to be glowing but you still see all the details of your texture.


Details on the point light (Adjust these settings depending on your scene) :